This Calculator is a must have for spread traders! When spread trading two different futures contracts, it is important to equalize the value of each side of the spread the short position in Contract #1 should be offset as closely as possible by a long position in Contract #2.
Constructing and maintaining a perfectly balanced spread can be difficult due to differences in: -Currency denominations (e. g. two Nikkei 225 futures denominated in $USD and Yen) -Currency unit sizes (e.
g. dollars and cents, pounds and pence) -Quote units (e. g. basis points and dollars) -Contract multipliers (e. g. full size vs. E-Mini and P 500 futures) This pre-built Excel workbook allows you to simply plug contract parameters into 1 of 3 different Calculators, and balance the number of contracts to equalize the value of each spread leg.
Download Spread Trading Contract Calculator 1 in Softonic